Can you name a place whose pronunciation is harder to understand (or explain) than Natchitoches (Nack-a-tish), Louisiana?
Perhaps not at the level of the example in the OP, but Milngavie, near Glasgow in Scotland, is pronounced m’l-guy (ish)
Utah is fond of taking familiar words, or borrowed place names, then butchering the pronunciation, and looking at you as though you’re the crazy one for pronouncing it correctly. Examples:
Hurricane, UT (HER-uh-kin)
Scipio, UT (SIP-ee-oh)
Monticello, UT (mon-ti-SELL-oh)
Versailles, KY, pronounced ver-sayles.
Cairo, IL pronounced care-o.
Macinac Island, MI pronounced mack-in-aw.
And then, of course, there is Sault Ste. Marie.
I grew up near it so I never had a problem with it but people from outside the area sure did. To make things even more confusing, Nacogdoches, TX isn’t all that far away from Natchitoches, LA but they don’t have even a remotely similar pronunciation (the vowel sounds are completely different even for the same letters).
It still doesn’t beat Tchoupitoulas St. in New Orleans for me though. I never did learn how to spell that one even though I can pronounce it.
Hey, I wonder what the shortest, difficult to pronounce place name is. I nominate Coos, a county in New Hampshire. People who don’t know better think it’s a single syllable, and try to rhyme with it with ooze. Nope. Two syllables, Co-os. Long first o, short second o.
Taliaferro county, GA = pr. Tolliver
Which is, of course, pronounced “The Soo” 
I almost got fired from my radio job for pronouncing it the way it’s spelled! Asshole boss didn’t provide a pronunciation key. There are oodles of off-the-wall pronunciations in this part of the country.
My favorites are Jordan (Jurr-dun) and Marion (May-run).
How about Taughannock Falls (Tuh-GAN-ick)?
How Americans pronounce Worcestershire sauce. I don’t even know, except it apparently involves 187 syllables and several glottal stops.
How it’s pronounced in the UK: Wooster. Easy-peasey. 
Worchester, MA is also pronounced Wooster.
Then there are family names. Chomondeley, pronounced Chumly and Marjoriebanks pronounced Marchbanks. And, famously, McGrath is pronounced McGraw.
There is no ‘H’ in Worcester even though many people mentally insert one because they assume it should be there.
Massachusetts people mangle lots of pronunciations too. One of the most unitituve ones has to be Leominster. The spelling looks straightforward but the pronunciation is actually ‘Lemonstur’.
People screw up Haverhill (mostly they say “Haver-hill”) and Methuen (substitute newscaster went with “Meth-wan” heh!!) pretty damn well too.
Not if you’re a native Bostonian.
Worchester = Wiss-TAH. As in Wiss-TAH-sheer sauce.
Vallejo in Northern California is pronounced Va-lay-ho, so it’s half Spanish and half English.
Jamacha Road in El Cajon (San Diego County) is pronounced Hamashaw.
You mean “WISS-tah”?
My mother’s version was “WOO-stuh.” I felt all uppity when I decided to add a version of “sher” to the end when I was old enough to be all rebellious and shit.
So I tend to say “Woo-stu-shur” – or A-1. 
'Round here we have a Gloucester, but people try to pronounce it like "GLOU-kester, or “GLOU-chester.”
The pronunciation is the same as the UK: GLOS-ter.
We also have a neighbourhood called New Edinburgh. It’s not fucking EDIN-burg people; it’s EDIN-borough.
Doomschmits.
ETA: It’s pretty bad when local don’t even know the correct pronunciation.
Another Scottish town: Kirkcudbright = “kir-KOO-bree”